Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.09% | 91.50 % | 92.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,452 CHF | 92,452 CHF | 98.15% | 98.15% |
19/11/2024 | 1.11% | 90.45 % | 91.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,918 CHF | 90,918 CHF | 93.70% | 93.70% |
18/11/2024 | 1.10% | 90.40 % | 91.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,297 CHF | 91,297 CHF | 25.94% | 25.94% |
15/11/2024 | 1.07% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,556 CHF | 93,556 CHF | 29.92% | 29.92% |
14/11/2024 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,964 CHF | 94,964 CHF | 59.31% | 59.31% |
13/11/2024 | 1.06% | 94.65 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,831 CHF | 94,831 CHF | 75.47% | 75.47% |
12/11/2024 | 1.06% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,897 CHF | 94,897 CHF | 39.07% | 39.07% |
11/11/2024 | 1.05% | 94.95 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,610 CHF | 95,610 CHF | 79.36% | 79.36% |
08/11/2024 | 1.06% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,694 CHF | 94,694 CHF | 75.32% | 75.32% |
07/11/2024 | 1.07% | 92.75 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,970 CHF | 93,970 CHF | 97.35% | 97.35% |